13 citations · 17 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 4 cited
Convexity and smoothness of scale functions and de Finetti's control problem
A. E. Kyprianou, V. Rivero, R. Song
Under appropriate conditions, we obtain smoothness and convexity properties of -scale functions for spectrally negative Lévy processes. Our method appeals directly to very recen…
math.PR2007★ 13 cited
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Andreas E. Kyprianou, Ví ctor Rivero
Following from recent developments by Hubalek and Kyprianou, the objective of this paper is to provide further methods for constructing new families of scale functions for spectral…